Big Sound Sensor (KY-038) output to a audio sound speaker

Is it possible to use the Big Sound Speaker when picking up the noise of a tap or a voice to have the similar noise be output to an audio sound speaker? If so, can I get some guidance on how to make this happen? My son and I are working together on ideas that are outside of the to-do projects that seem to already happen or are looking for other challenges that involve using the Arduino mega2560, board. Any assistance is much appreciated.

Please post links to the data sheets of the stuff You refer to.
I have 2 big sound speakers from 1968 but guess You think of other things....

Update upon request:

For the sound senor: https://www.amazon.com/Leyal-Electronics-Detection-Microphone-Transmitter/dp/B07G13VH85/ref=sr_1_3?crid=1YNC9PYG4QWJZ&dchild=1&keywords=sound+sensor+ky-038&qid=1633996652&sprefix=samsung+the+%2Caps%2C195&sr=8-3

For the Mega2560: https://www.amazon.com/ELEGOO-ATmega2560-ATMEGA16U2-Projects-Compliant/dp/B01H4ZLZLQ/ref=sr_1_1_sspa?crid=B4M7ESGJB17J&dchild=1&keywords=mega+2560+board&qid=1633996726&sprefix=mega+256%2Caps%2C199&sr=8-1-spons&psc=1&spLa=ZW5jcnlwdGVkUXVhbGlmaWVyPUEzQjc5MTdKQkk5UUNWJmVuY3J5cHRlZElkPUEwODc2MTQ5MTFLNDQwWEo4NTVGMSZlbmNyeXB0ZWRBZElkPUEwODcyOTA3QjVaWFBRQloyRTRVJndpZGdldE5hbWU9c3BfYXRmJmFjdGlvbj1jbGlja1JlZGlyZWN0JmRvTm90TG9nQ2xpY2s9dHJ1ZQ==

For the Speaker: https://www.amazon.com/gp/product/B019JMV0JY/ref=ppx_yo_dt_b_asin_image_o08_s01?ie=UTF8&psc=1

I know You tried but they are all sales sights, not data sheets.
Fancy pictures of technical devices tells nothing for designers like us. Not what we need to know. No helper is born having data books built in to their brains. All knowledge come from reading data sheets.

The easiest solution is powered computer speakers which can be driven directly from the "sound sensor's" analog output.

Otherwise, speakers are driven by a audio power amplifier.

You don't need anything digital for what you've described, and the basic Arduino doesn't have enough processing power for real-time audio and it doesn't have a DAC (so no true analog output).

First link corrected:
https://www.amazon.com/Leyal-Electronics-Detection-Microphone-Transmitter/dp/B07G13VH85/


Second link:
https://www.amazon.com/ELEGOO-ATmega2560-ATMEGA16U2-Projects-Compliant/dp/B01H4ZLZLQ/

Speakers:
https://www.amazon.com/gp/product/B019JMV0JY/